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dc.contributor.authorVan Kampen, Maarten-
dc.contributor.authorWied, Dominik-
dc.date.accessioned2010-09-22T08:01:08Z-
dc.date.available2010-09-22T08:01:08Z-
dc.date.issued2010-09-22-
dc.identifier.urihttp://hdl.handle.net/2003/27397-
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-14188-
dc.description.abstractThis paper generalizes some recently proposed tests which examine if a copula is constant over time. The i.i.d. assumption underlying these tests is relaxed by imposing only strong mixing and it is shown that the resulting tests are consistent against the alternative of a structural break.en
dc.language.isoende
dc.relation.ispartofseriesDiscussion Paper / SFB 823;36/2010-
dc.subjectcopulaen
dc.subjectmixingen
dc.subject.ddc310-
dc.subject.ddc330-
dc.subject.ddc620-
dc.titleA nonparametric constancy test for copulas under mixing conditionsen
dc.typeTextde
dc.type.publicationtypeworkingPaperde
dcterms.accessRightsopen access-
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